The optimization package

These are a set of implementations of various numerical optimization
methods in Haskell. Note that these implementations were originally
written as part of a class project; while at one point they worked
no attention has been given to numerical stability or the many other
potential difficulties of implementing robust numerical
methods. That being said, they should serve to succinctly illustrate
a number of optimization techniques from the modern optimization
literature.

Downloads

Maintainer's Corner

Readme for optimization

Readme for optimization-0.1.7

optimization

These are a set of implementations of various numerical optimization
methods in Haskell. Note that these implementations were originally
written as part of a class project; while at one point they worked
no attention has been given to numerical stability or the many other
potential difficulties of implementing robust numerical
methods. That being said, they should serve to succinctly illustrate
a number of optimization techniques from the modern optimization
literature.

Those seeking a high-level overview of some of these methods are
referred to Stephen Wright's excellent
tutorial from NIPS

A deeper introduction can be found in Boyd and Vandenberghe's
Complex Optimization which available freely online.

Contact Information

Contributions and bug reports are welcome!

Please feel free to contact me through github or on the #haskell IRC channel on irc.freenode.net.